Items where Author is "Sutcliffe, Professor Charles"

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2016) Finance and occupational pensions: theories and international evidence. Palgrave Macmillan, London, pp332. ISBN 9781349948628

Board, J., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Hartavi, Y., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S. (2015) Risk and trading on London's Alternative Investment Market: The stock market for smaller and growing companies. Palgrave Pivot. Palgrave Macmillan, Basingstoke. ISBN 9781137361295

Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2013) Challenges in identifying factors which determine the placement of children in care? An international review. Child and Adolescent Social Work Journal, 30 (4). pp. 345-363. ISSN 1573-2797 doi: 10.1007/s10560-012-0293-x

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. (2013) Financial markets. In: Gass, S. I. and Fu, M.C. (eds.) Encyclopedia of Operations Research and Management Science. 3rd edition. Springer, Berlin. ISBN 9781441911377

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. (2013) Portfolio theory: mean-variance. In: Gass, S.I. and Fu, M.C. (eds.) Encyclopedia of Operations Research and Management Science. 3rd edition. Springer, Berlin. ISBN 9781441911377

Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2012) What determines the out-of-home placement of children in the USA? Children and Youth Services Review, 34 (9). pp. 1749-1755. ISSN 0190-7409 doi: 10.1016/j.childyouth.2012.05.004

Chen, F. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2012) Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures. European Journal of Finance, 18 (6). pp. 575-595. ISSN 1466-4364 doi: 10.1080/1351847X.2011.620253

Chen, F. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2012) Pricing and hedging short sterling options using artificial neural networks. Intelligent Systems in Accounting, Finance and Management, 19 (2). pp. 128-149. ISSN 1099-1174 doi: 10.1002/isaf.336

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2010) Should defined benefit pension schemes be career average or final salary? In: Bertocchi, M., Schwartz, S. L. and Ziemba, W. (eds.) Optimizing the ageing, retirement and pensions dilemma. Wiley, Hoboken, New Jersey, pp. 227-258. ISBN 9780470377345

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2010) Back to the future: a long term solution to the occupational pensions crisis. Insurance Markets and Companies: Analyses and Actuarial Computations, 1 (2). pp. 11-29. ISSN 2078-2462

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2010) Valuing medieval annuities: were corrodies underpriced? Explorations in Economic History, 47 (2). pp. 142-157. ISSN 0014-4983 doi: 10.1016/j.eeh.2009.07.002

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S., (2009) The impact of the Credit Crunch on the Sterling Corporate Bond market. Technical Report. Investment Management Association pp69.

Board, J. L. G., Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Operations research and finance markets. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2696-2704. ISBN 9780387747583 doi: 10.1007/978-0-387-74759-0_466

Board, J. L. G., Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Portfolio selection: Markowitz mean-variance model. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2990-2996. ISBN 9780387747583 doi: 10.1007/978-0-387-74759-0_513

Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2007) Joined-up pensions policy in the UK: an asset-liability model for simultaneously determining the asset allocation and contribution rate. In: Zenios, S. A. and Ziemba, W. (eds.) Handbook of asset and liability management: applications and case studies. Handbooks in Finance (2). Elsevier, pp. 1029-1067. ISBN 9780444528025

Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2006) Futures and forwards. In: Garrett, I. (ed.) Finance. The Blackwell Encyclopedia of Management (4). Wiley. ISBN 9781405118262

Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2006) Program trading. In: Garrett, I. (ed.) Finance. The Blackwell Encyclopedia of Management (4). Wiley, pp. 159-160. ISBN 9781405118262

Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X (2006) Stock index futures. 3rd edition. Innovative Finance Textbooks. Ashgate, pp532. ISBN 9780754641926

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2006) Merging schemes: an economic analysis of defined benefit pension scheme merger criteria. Annals of Actuarial Science, 1 (02). pp. 203-220. ISSN 1748-5002 doi: 10.1017/S1748499500000130

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2005) The cult of the equity for pension funds: should it get the boot? Journal of Pension Economics and Finance, 4 (1). pp. 57-85. ISSN 1475-3022 doi: 10.1017/S1474747204001726

Bennell, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2004) Black-Scholes versus artificial neural networks in pricing FTSE 100 options. International Journal of Finance & Economics, 12 (4). pp. 243-260. ISSN 1099-1158 doi: 10.1002/isaf.254

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S., (2004) Distortion or distraction: US restrictions on EU exchange trading screens. City Research Series. 3. Report. Corporation of London

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2004) Pension scheme asset allocation with taxation arbitrage, risk sharing and default insurance. British Actuarial Journal, 10 (5). pp. 1111-1131. ISSN 1357-3217

Sun, P. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2003) Scheduled announcements and volatility patterns: the effects of monetary policy committee announcements on LIBOR and short sterling futures and options. The Journal of Futures Markets, 23 (8). pp. 773-797. ISSN 1096-9934 doi: 10.1002/fut.10083

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2003) Applying operations research techniques to financial markets. Interfaces: An International Journal of the Institute for Operations Research and the Management Sciences, 33 (2). pp. 12-24. ISSN 0092-2102 doi: 10.1287/inte.33.2.12.14465

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S. (2002) Transparency and fragmentation: financial market regulation in a dynamic environment. Palgrave, pp320. ISBN 9780333986349

Zacharatos, N. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2002) Is the forward rate for the Greek drachma unbiased? A VECM analysis with both overlapping and non-overlapping data. Journal of Financial Management and Analysis, 15 (1). pp. 27-37. ISSN 0970-4205